Estimation of Ar(1) Models With Missing Values

New Estimator for AR (1) Model with Missing Observations

“…Where and El-sayed et al [7] derived OLS estimator for AR (1) without constant term in case of missing values. In addition, the properties of the estimator's linearity and unbiased are discussed.…”

“…AbdelWahab and Issa [2] derived a general form of the mean and variance of AR (P) model with missing observations, and a special cases also introduced. In [9] they derived OLS estimator for AR (1) panel data model with missing data, which can be considered as an extension of El-Sayed, et al [7]. In addition Enany, et al [8] introduced a closed form estimator for in case of missing observations using maximum likelihood (ML) of AR(1) model without constant term with missing observations when is random.…”